Similarity measure for candlestick chart variable(Competition 2)

スポンサーリンク

概要

• 論文の詳細を見る

• A candlestick chart is generally used by investors while analyzing portfolios. It consists of daily or weekly opening price, high price, low price and closing price, and investors use candlestick chart on the basis of industrial categories. However, since such industrial categories are not based on share prices, at times, price movement of one candlestick chart can differ from that of another candlestick chart even if both candlestick charts are about the same industrial category. Therefore, categories should be created according to share prices as well. One such study in which brands are classified by share prices proposes to use closing price (Wittman, 2002). However, a method that uses only closing price lacks other trade information. Thus, in this study, we propose a method of brand classification that uses all four trading information: opening price, high price, low price and closing price. As examples, we evaluate similarity by using artificial data.

• 日本計算機統計学会の論文
• 2011-11-11

著者

• Yadohisa Hiroshi

  Department Of Culture And Information Science Doshisha University

• Yamashita Yoji

  Graduate School Of Culture And Information Science Doshisha University

• Yadohisa Hiroshi

  Department of Culture and Information Science, Doshisha University

関連論文

• DISSIMILARITY AND RELATED METHODS FOR FUNCTIONAL DATA(Functional Data Analysis)
• SPACE DISTORTION AND MONOTONE ADMISSIBILITY IN AGGLOMERATIVE CLUSTERING
• A SHRINKAGE ESTIMATOR OF THE BIVARIATE NORMAL MEAN WITH INTERVAL RESTRICTIONS
• Characterization and comparison of Japan professional football clubs based on attack patterns(Session 2a)
• Pitching Prediction By Multinomial Logit Model In Nippon Professional Baseball(Session 2a)
• Similarity measure for candlestick chart variable(Competition 2)

スポンサーリンク